BayesSpec: Bayesian Spectral Analysis Techniques

An implementation of methods for spectral analysis using the Bayesian framework. It includes functions for modelling spectrum as well as appropriate plotting and output estimates. There is segmentation capability with RJ MCMC (Reversible Jump Markov Chain Monte Carlo). The package takes these methods predominantly from the 2012 paper "AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series" <DOI:10.1080/01621459.2012.716340>.

Getting started

Package details

AuthorRosen, O., Wood, S. and Stoffer, D.
MaintainerAndrew Ferris <>
Package repositoryView on CRAN
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BayesSpec documentation built on May 2, 2019, 2:44 a.m.